Macroeconomic Uncertainty, Correlations between Different Financial Markets, and Three-Asset Allocation Strategies
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 101 === This study is aimed to investigate whether there is a relationship between correlations in different financial markets and macroeconomic uncertainty factors, regarding three-asset allocation strategies. We apply the monthly data of inflation, industrial produc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36740665277950338634 |